Investment Management Fintech Strategies (IMFS) is a global team headquartered in Malvern, Pennsylvania. IMFS serves to actively explore new technologies in ways that could dramatically improve the Vanguard's investment performance, make capital markets work better for our investors, and embed a culture of innovation throughout Vanguard. This team seeks out internal and external partners and prospects all aspects of technology for ways to experiment and disrupt securities investing across all asset classes. We focus on data strategies including new sources of data and advanced analytics capabilities including machine learning and artificial intelligence; platform and visualization strategies; and market structure strategies.
Job Responsibilities: - Drive effort to research hypotheses using large scale historical data, analyze performance and develop models to optimize portfolio construction and trading strategies
- Proactively identify market problems across microstructure, fund flows and liquidity dynamics to uncover risks of large market impact
- Design and lead development of the back testing framework and signal libraries
- Stay current on latest innovation in application of AI/ML in financial markets
- Mentor quant strategists and data scientists to develop production quality code, data pipelines and applications
- Collaborate with technology team to oversee the integration of research models into production systems, monitor live performance and iterate based on market feedback
- Contribute as a Vanguard thought leader in Equity Portfolio Management and Trading through active industry participation
Qualifications: - 5+ years of experience leading data science efforts
- Exposure to equities trading environment and domain expertise in market microstructure preferred
- An educational background in Statistics, Mathematics, Engineering, Computer Science, or similar
- Proficiency in back-testing, simulation, and statistical techniques
- Proficient in Python; experience with common machine learning libraries, working with data engineers, and production deployment of models
- Track record of applying AI/ML research to solve complex technical challenges through collaboration and innovation
- Experience working with senior executives to drive alignment and communicate the value
- Self-starter, motivated, independent, curious, versatile team player
Special Factors Sponsorship Vanguard is offering visa sponsorship for this position.
About Vanguard At Vanguard, we don't just have a mission-we're on a mission.
To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.
How We Work Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.
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